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Two-Moment Decision Models and Expected Utility Maximization: Comment

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References

1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
1969Rules for Ordering Uncertain Prospects1,757 cited
1969The Efficiency Analysis of Choices Involving Risk1,416 cited
2016Two-Moment Decision Models and Expected Utility Maximization590 cited

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1992Sufficient Conditions for Expected Utility to Imply Mean-Standard Deviation Rankings: Empirical Evidence Concerning the Location and Scale Condition55 cited
2020Gold and portfolio diversification: A stochastic dominance analysis of the Dow Jones Islamic indices54 cited
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2006

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Stochastic dominance theory for location-scale family

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1993Consistency of mean-variance analysis and expected utility analysis48 cited

2004Relative risk aversion, relative prudence and comparative statics under uncertainty: The case of (μ, σ)‐preferences39 cited

1999Two-moments decision models and utility-representable preferences28 cited

2010Prospect Theory and Hedging Risks7 cited

2010An Ordinal Utility of Moments for Decisions under Uncertainty0 cited